Re:The high-frequency trading arms race: frequent batch auct...
by usefulcat on Monday October 18, 2021 @11:53PM
(#28914681)
Having worked in HFT for many years now, this absolutely rings true. I would add, backtesting a meme stock strategy sounds like an exercise in over fitting. There are so few previous examples to look at. And all for something that rarely happens, relative to how many stocks are out there and how many trading days there are in a year.
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